+27.5%
MCO vs STZ
-37.5%
+65.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.9% | -3.4% | -2.1% |
| 7D | -7.3% | -4.1% | -3.2% | -6.2% |
| 30D | -1.7% | -7.6% | +5.9% | +0.5% |
| 3M | +3.9% | -12.3% | +16.2% | +7.6% |
| 6M | +3.8% | -16.3% | +20.1% | +8.4% |
| YTD | -7.9% | -8.4% | +0.5% | -8.2% |
| 1Y | -6.8% | -10.8% | +4.0% | -6.5% |
| 3Y | +40.9% | -49.0% | +89.9% | +75.0% |
| 5Y | +27.5% | -36.5% | +64.0% | +42.0% |
| All | +27.5% | -37.5% | +65.0% | +42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded STZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling